-36.3%
VALN vs SPY
+12.3%
-48.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +1.3% |
| 7D | +6.4% | +0.1% | +6.3% | +6.1% |
| 30D | -2.1% | -3.3% | +1.2% | -0.3% |
| 3M | +6.8% | -2.4% | +9.2% | +8.2% |
| 6M | +1.3% | +2.6% | -1.3% | -0.1% |
| YTD | -35.8% | +11.2% | -47.1% | -37.6% |
| All | -36.3% | +12.3% | -48.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling